Pages that link to "Item:Q1995843"

The following pages link to Advanced algorithms for penalized quantile and composite quantile regression (Q1995843):

Displaying 16 items.

• A coordinate descent algorithm for computing penalized smooth quantile regression (Q1703802) (← links)
• Adaptive penalized quantile regression for high dimensional data (Q1948168) (← links)
• A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
• Fast quantile regression in reproducing kernel Hilbert space (Q2151599) (← links)
• Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
• Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
• A majorization-minimization scheme for<i>L</i>₂support vector regression (Q3389658) (← links)
• Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data (Q6050502) (← links)
• Doubly robust weighted composite quantile regression based on SCAD‐<i>L</i>₂ (Q6059430) (← links)
• Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions (Q6069861) (← links)
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)
• Residual projection for quantile regression in vertically partitioned big data (Q6487753) (← links)
• Robust penalized M-estimation for function-on-function linear regression (Q6541802) (← links)
• Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression (Q6552935) (← links)
• The adaptive LASSO regression and empirical mode decomposition algorithm for enhancing modelling accuracy (Q6552975) (← links)
• A nonparametric model checking test for functional linear composite quantile regression models (Q6595057) (← links)